Asymptotic Expansion for the Functional of Markovian Evolution in Rd in the Circuit of Diffusion Approximation

2009/10/20 by Igor Samoilenko, I. V. Samoilenko, Samoilenko, I. V.
Mathematics · Physics and Astronomy · #Advanced Thermodynamics and Statistical Mechanics #Theoretical and Computational Physics #math.PR #msc:60J25

paper · pdf · doi:10.48550/arxiv.0910.3775

arxiv created 2009/10/20 · arxiv updated 2009/12/01

Abstract

Is studied asymptotic expansion for solution of singularly perturbed equation for functional of Markovian evolution in Rd. The view of regular and singular parts of solution is found.

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